On rates of convergence of stochastic relaxation for Gaussian and non- Gaussian distributions

DOI10.1016/0047-259X(91)90033-XzbMath0735.60036MaRDI QIDQ1176292

Yali Amit

Publication date: 25 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

simulationproduct of projectionsstochastic relaxation procedure

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Limit theorems in probability theory (60F99)

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Cites Work

• Comparing sweep strategies for stochastic relaxation
• Improving Stochastic Relaxation for Gussian Random Fields
• Practical and mathematical aspects of the problem of reconstructing objects from radiographs
• A New Approach to the Limit Theory of Recurrent Markov Chains
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